Perhaps the most restrictive assumption we make is that the set of possible uncertain scenarios \(\Sigma \)  is finite.
We believe that this assumption is warranted as it avoids intricate topological problems which arise when working with continuous probability measures.
It allows us in particular to state optimal formulations and discuss interesting phase transitions using mostly elementary arguments.
That being said, we suspect that our optimality results can be at least partially generalized to the continuous setting following the strategy proposed by [1]}.
Indeed, our constructed optimal predictors and prescriptors have each a natural continuous generalization in all of the considered regimes.
We must point out however, that the subexponential regime considered here requires more delicate arguments than the exponential regime considered in [1]} and hence we stop short from claiming that this generalization is straightforward.
